-68.5%
FRSH vs ES
+3.8%
-72.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | -8.9% | +0.1% | -9.0% | -8.9% |
| 30D | -13.2% | +6.7% | -19.9% | -14.6% |
| 3M | +0.9% | +0.3% | +0.6% | +0.7% |
| 6M | +40.3% | +7.4% | +32.9% | +37.5% |
| YTD | -1.4% | +8.4% | -9.8% | -4.2% |
| 1Y | +3.8% | +0.6% | +3.1% | +2.7% |
| 3Y | -30.8% | +50.6% | -81.4% | -42.0% |
| 5Y | -68.5% | +4.8% | -73.4% | -66.6% |
| All | -68.5% | +3.8% | -72.4% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling